-67.0%
SFM vs PLTU
+103.5%
-170.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +7.1% | -11.9% | -5.0% |
| 7D | -1.2% | -25.3% | +24.1% | -0.5% |
| 30D | -24.8% | -34.5% | +9.7% | -24.0% |
| 3M | -43.7% | -3.4% | -40.3% | -44.0% |
| 6M | -37.3% | +12.4% | -49.7% | -38.7% |
| YTD | -38.4% | -45.1% | +6.8% | -37.7% |
| 1Y | -36.9% | -45.7% | +8.8% | -36.6% |
| All | -67.0% | +103.5% | -170.5% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PLTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling